Description
Book SynopsisEquity derivative are future or options on stock or stock indexes. Traditional equity derivatives include warrants, options, futures, and stock index futures. This handbook covers equity index futures and options, and widens the scope of the mathematical discussion on the Black-Scholes model.
Table of ContentsOptions Fundamentals (T. Weithers).
A Historical Perspective on Equity Derivatives (J. Hill & B. Dunn).
PRODUCTS TRADED ON ORGANIZED EXCHANGES IN THE UNITED STATES.
U.S. Options Exchanges (J. Junkus).
U.S. Stock Index Futures Markets (T. Petzel).
Index Participation Units (E. Kirzner).
Exchange-Traded Equity Funds-Genesis, Growth, and Outlook (G. Gastineau & C. Weber).
International Equity Derivatives (J. Junkus).
ISSUER DERIVATIVE STRUCTURES.
Warrants (E. Harty).
Japanese Warrants (B. Sucher & J. Knight).
Convertibles (A. Aithal).
Buy-Write Securities (T. McManus).
The Enigma of Tax-Driven Security Design: The Unbundled Stock Units and Other Experiences (R. Sah & N. Vasavada).
SYNTHETIC STRUCTURES.
Applications of OTC Options and Other Structured Products (M. Zurack).
Americus Trust's Primes and Scores: Precursors to Leaps, Percs, Elks, Yeelds and Chips, and Supertrust (E. Harty).
Public Equity-Linked Debt (W. Toy & M. Ryan).
Equity Swaps: Structures, Uses, and Pricing (J. Marshall & R. Yuyuenyongwatana).
Nikkei 225 Put Warrants (M. Ryan & R. Granovsky).
Synthetic Warrants (T. Lindberg).
Supershares (M. Rubinstein).
Structured Equity Derivative Products (J. Whittaker).
A Practitioner's Guide To Structuring Listed Equity Derivative Securities (J. Braddock & B. Krause).
ACCOUNTING, TAX, AND REGULATORY ISSUES.
Accounting Considerations for Equity Derivatives (M. Joseph).
Legal Issues Concerning Equity Derivative Instruments (P. Gottlieb & J. Gatsos).
The U.S. Taxation of Equity Derivative Instruments (E. Kleinbard).
Developments in U.S. Derivatives Regulation (T. Russo & M. Vinciguerra).
SEARCHING FOR MEANINGFUL PATTERNS.
Why Financial Instruments Fail or Succeed (J. Francis).
What Lies Ahead? (G. Gastineau & L. Margolis).
The Theory of Security Design (A. Boot, et al.).
Index.
